STRATEGY VWAP MOMENTUM

20251103 (Monday, DoW=1)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 9

Periodo: 2025-11-03 00:50:00 - 2025-11-03 22:59:00

Exposure Days: 1

Trades per Day: 9.00

Avg Duration: 121.00 min

Median Duration: 56.00 min

PERFORMANCE

Total Profit: $-585.00

Avg Profit: $-65.00

Median Profit: $-405.00

Std Profit: $1,566.57

Profit Factor: 0.90

WIN/LOSS

Win Rate: 25.0%

Winners / Losers: 2 / 6 (Ratio: 1:3)

Gross Profit: $5,000.00

Gross Loss: $-5,585.00

Avg Winner: $2,500.00

Avg Loser: $-797.86

Avg Winner / Avg Loser: (Ratio: 1:3.13)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-2,110.00

Sharpe Ratio: -0.04

Sortino Ratio: -0.10

Ulcer Index: 160.81

EXIT REASONS

TARGET exits: 2 (22.2%)

STOP exits: 3 (33.3%)

EOD exits: 1 (11.1%)

LONG ENTRIES (BUY)

Total LONG: 6

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-85.00

Avg P&L: $-14.17

SHORT ENTRIES (SELL)

Total SHORT: 3

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-500.00

Avg P&L: $-166.67

CUMULATIVE P&L